The CONCAT_WS function comes in handy here:
SELECT CONCAT_WS(',', IF(Column1='Yes', 'Column1', NULL),
IF(Column2='Yes', 'Column2', NULL),
IF(Column3='Yes', 'Column3', NULL)) AS columns
FROM user_services.columns
WHERE User_Id = 1;
If you have more than 3 columns, then you may add more terms to above CONCAT_WS call. Your problem mainly seems to be a SQL one, so I won't add any PHP code.
Note that your design might be better off if your column strings were spread across rows, rather than columns. For instance, consider the following alternative:
User_Id | number | val
1 | 1 | Yes
1 | 2 | No
1 | 3 | Yes
Then, if you wanted all column numbers which were yes for user 1, you could simply do:
SELECT
User_Id,
GROUP_CONCAT(number ORDER BY number) columns
FROM yourTable
WHERE
User_Id = 1
GROUP BY
User_Id;